-5.0%
MCD vs ATI
+81.8%
-86.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -0.5% |
| 7D | +7.1% | +6.2% | +1.0% | +7.2% |
| 30D | +19.8% | -7.1% | +26.9% | +19.4% |
| 3M | +0.8% | -21.3% | +22.1% | +0.2% |
| 6M | -1.3% | +6.5% | -7.8% | -2.6% |
| YTD | -7.8% | +53.2% | -60.9% | -8.3% |
| 1Y | -5.0% | +82.7% | -87.7% | -6.5% |
| All | -5.0% | +81.8% | -86.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling